Vanilla plant breeding:
One of the things that makes daylilies delightful is the extreme variety of forms, colors, patterns and sizes. I would extend that if anything.
Flowers need to be sunfast, rainfast, and windfast. They need to be resistant to thrips, aphids, and bud gall midge. We already have some that qualify.
Foliage and clump structure need to be improved overall. Foliage needs to be a good color, resistant to rust, leafstreak, slugs, mites, thrips, leaf miners and aphids. Foliage behavior has to be good: leaves should not be shed until time for dormancy. Fans should be close enough together that weeds won't grow through them, like Stella De Oro. Clumps should continue to bloom strongly for years even if not divided, and without hollow hearts. We already have some that qualify.
Season extension through rebloom and bud building. We already have some that qualify.
Genetic engineering:
Blues.
Glow-in-the-dark phosphoresence.
Allium (or other) genes to make daylilies distasteful to deer and other herbivorous varmints.
Daylily haploids (from pollen or ovary culture) that will be converted to homozygous diploids and maybe even tetraploids for use in ordinary breeding and understanding daylily genetics.